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Luca Benzoni

Senior Economist and Economic Advisor
Financial Economics

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Luca Benzoni is a senior economist and economic advisor in the economic research department at the Federal Reserve Bank of Chicago. Benzoni's research focuses on the modeling of volatility in equity and interest rate markets, derivatives pricing, asset allocation over the life cycle and conflict of interest and certification in the U.S. IPO market.

Benzoni’s research has been published in the Journal of FinanceJournal of Financial EconomicsReview of Financial Studies, Management Science, and Journal of Financial Intermediation. Before joining the Chicago Fed in September 2006, Benzoni was an assistant professor in finance at the University of Minnesota.

Benzoni received a B.A. from Bocconi University (Milan, Italy) and a Ph.D. in finance from the Kellogg School of Management, Northwestern University.

Chicago Fed Letter
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande | 2022 | No. 469 | August Download
Luca Benzoni, Olena Chyruk, David Kelley | 2018 | No. 404 Download
Economic Perspectives
Luca Benzoni, Christian Cabanilla, Alessandro Cocco, Cullen Kavoussi | 2023 | No. 4 | October Download
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande | 2022 | No. 4 | August Download
Andrea Ajello, Luca Benzoni, Olena Chyruk | 2012 | Vol. 36 | 2nd Quarter Download
Luca Benzoni, Olena Chyruk | 2009 | Vol. 33 | 3rd Quarter Download
Luca Benzoni, Olena Chyruk | 2009 | Vol. 33 | 3rd Quarter Download
Working Papers
Luca Benzoni, Christian Cabanilla, Alessandro Cocco, Cullen Kavoussi | 2023 | No. 2023-17 | April Download
Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein, Chao Ying | 2023 | No. 2023-01 | January Download
Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande | 2022 | No. 2022-31 | July Download
Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein, Julien Hugonnier, Chao Ying | 2020 | No. 2020-20 | September Download
Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein | 2019 | No. 2019-08 Download
Luca Benzoni, Olena Chyruk, David Kelley | 2018 | No. 2018-15 Download
Luca Benzoni, Robert S. Goldstein | 2017 | No. 2017-17 Download
Marco Bassetto, Luca Benzoni, Trevor Serrao | 2016 | No. 2016-11 Download
Luca Benzoni, Olena Chyruk | 2015 | No. 2015-06 | July Download
Andrea Ajello, Luca Benzoni, Olena Chyruk | 2014 | No. 2014-11 | November Download
Luca Benzoni, Olena Chyruk | 2013 | No. 2013-16 Download
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein, Jean Helwege | 2012 | No. 2012-04 | October Download
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2011 | No. 2011-11 | November Download
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2010 | No. 2010-10 | January Download
Torben G. Andersen , Luca Benzoni | 2009 | No. 2009-04 | September Download
Torben G. Andersen , Luca Benzoni | 2008 | No. 2008-14 | June Download
Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein | 2007 | No. 2007-11 | November Download
Luca Benzoni, Carola Schenone | 2007 | No. 2007-09 | August Download

Research Paper

With Andrea Ajello and Olena Chyruk, 2012, "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," December 19, paper, available online at SSRN.
Zero-coupon U.S. Treasury yields data
used in this paper.

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